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This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…

Information Theory · Computer Science 2018-12-11 Igal Sason

Shannon and Khinchin showed that assuming four information theoretic axioms the entropy must be of Boltzmann-Gibbs type, $S=-\sum_i p_i \log p_i$. Here we note that in physical systems one of these axioms may be violated. For non-ergodic…

Statistical Mechanics · Physics 2015-03-19 Stefan Thurner , Rudolf Hanel

Let $ X_1, \ldots, X_n $ be independent random variables taking values in the alphabet $ \{0, 1, \ldots, r\} $, and $ S_n = \sum_{i = 1}^n X_i $. The Shepp--Olkin theorem states that, in the binary case ($ r = 1 $), the Shannon entropy of $…

Information Theory · Computer Science 2022-05-10 Mladen Kovačević

The entropy of probability distribution defined by Shannon has several extensions. R\'enyi entropy is one of the general extensions of Shannon entropy and is widely used in engineering, physics, and so on. On the other hand, the quantum…

Mathematical Physics · Physics 2019-09-04 Farrukh Mukhamedov , Kyouhei Ohmura , Noboru Watanabe

The purpose of this note is to show how the method of maximum entropy in the mean (MEM) may be used to improve parametric estimation when the measurements are corrupted by large level of noise. The method is developed in the context on a…

Machine Learning · Computer Science 2021-08-23 Henryk Gzyl , Enrique ter Horst

The classical Maximum-Entropy Principle (MEP) based on Shannon entropy is widely used to construct least-biased probability distributions from partial information. However, the Shore-Johnson axioms that single out the Shannon functional…

Methodology · Statistics 2025-11-03 Giuseppe M. Ferro , Edwin T. Pos , Andrea Somazzi

The scattering amplitude in simple quantum graphs is a well-known process which may be highly complex. In this work, motivated by the Shannon entropy, we propose a methodology that associates to a graph a scattering entropy, which we call…

Quantum Physics · Physics 2021-07-06 Alison A. Silva , Fabiano M. Andrade , Dionisio Bazeia

We define a one-parameter family of entropies, each assigning a real number to any probability measure on a compact metric space (or, more generally, a compact Hausdorff space with a notion of similarity between points). These entropies…

Metric Geometry · Mathematics 2020-12-17 Tom Leinster , Emily Roff

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

The Shannon entropy is a widely used summary statistic, for example, network traffic measurement, anomaly detection, neural computations, spike trains, etc. This study focuses on estimating Shannon entropy of data streams. It is known that…

Data Structures and Algorithms · Computer Science 2009-10-09 Ping Li

The maximum entropy principle (MEP) is a method for obtaining the most likely distribution functions of observables from statistical systems, by maximizing entropy under constraints. The MEP has found hundreds of applications in ergodic and…

Classical Physics · Physics 2016-10-03 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

Entropy and relative or cross entropy measures are two very fundamental concepts in information theory and are also widely used for statistical inference across disciplines. The related optimization problems, in particular the maximization…

Statistics Theory · Mathematics 2021-06-18 Abhik Ghosh , Ayanendranath Basu

Tsallis and R\'{e}nyi entropy measures are two possible different generalizations of the Boltzmann-Gibbs entropy (or Shannon's information) but are not generalizations of each others. It is however the Sharma-Mittal measure, which was…

Statistical Mechanics · Physics 2014-10-13 Marco Masi

Traditionally, the Method of (Shannon-Kullback's) Relative Entropy Maximization (REM) is considered with linear moment constraints. In this work, the method is studied under frequency moment constraints which are non-linear in…

Data Analysis, Statistics and Probability · Physics 2012-08-27 M. Grendar, , M. Grendar

Data partitioning that maximizes/minimizes the Shannon entropy, or more generally the R\'enyi entropy is a crucial subroutine in data compression, columnar storage, and cardinality estimation algorithms. These partition algorithms can be…

Data Structures and Algorithms · Computer Science 2025-11-05 Aryan Esmailpour , Sanjay Krishnan , Stavros Sintos

The entropy accumulation theorem, and its subsequent generalized version, is a powerful tool in the security analysis of many device-dependent and device-independent cryptography protocols. However, it has the drawback that the finite-size…

Quantum Physics · Physics 2025-12-22 Amir Arqand , Thomas A. Hahn , Ernest Y. -Z. Tan

Shannon entropy is the shortest average codeword length a lossless compressor can achieve by encoding i.i.d. symbols. However, there are cases in which the objective is to minimize the \textit{exponential} average codeword length, i.e. when…

Information Theory · Computer Science 2024-06-10 Andrea Somazzi , Paolo Ferragina , Diego Garlaschelli

We extend the Hanel and Thurner asymptotic analysis to both extensive and non-extensive entropies on the basis of a wide class of entropic forms. The procedure is known to be capable to classify multiple entropy measures in terms of their…

Statistical Mechanics · Physics 2020-02-21 Nana Cabo Bizet , Jesus Fuentes , Octavio Obregon

The best techniques for the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a variety of concave continuous relaxations of the objective function. A standard…

Optimization and Control · Mathematics 2023-02-13 Zhongzhu Chen , Marcia Fampa , Jon Lee

Shannon and Renyi entropies are quantitative measures of uncertainty in a data set. They are developed by Renyi in the context of entropy theory. These measures have been studied in the case of the multivariate t-distributions. We extend…

Statistics Theory · Mathematics 2019-01-31 Salah H. Abid , Uday J. Quaez